VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 21, 2020
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 478,868: 82,032 252,209 108,804 261,280 88,177 452,116 449,190: 26,752 29,678
Old : 478,868: 82,032 252,209 108,804 261,280 88,177 452,116 449,190: 26,752 29,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 9,028: 2,660 5,243 4,865 2,122 -755 9,647 9,353: -619 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 52.7 22.7 54.6 18.4 94.4 93.8: 5.6 6.2
Old : 100.0: 17.1 52.7 22.7 54.6 18.4 94.4 93.8: 5.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 54 108 96 41 36 152 193:
Old : 222: 54 108 96 41 36 152 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 20.8 43.2 32.6 26.4 19.5 37.5 27.6
Old : 28.9 20.8 43.2 32.6 26.4 19.5 37.5 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020